+132.7%
CME vs EQH
+226.9%
-94.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +4.7% | -1.1% | +5.8% | +4.8% |
| 3M | +7.8% | +25.0% | -17.2% | +2.6% |
| 6M | -11.0% | +33.9% | -44.9% | -16.9% |
| YTD | +4.0% | +11.6% | -7.6% | +0.7% |
| 1Y | +9.1% | +1.5% | +7.6% | +7.6% |
| 3Y | +52.3% | +96.7% | -44.4% | +22.2% |
| 5Y | +76.1% | +93.9% | -17.8% | +38.0% |
| All | +132.7% | +226.9% | -94.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling